Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints

DOI10.1287/opre.2016.1521zbMath1354.90082OpenAlexW2478014809MaRDI QIDQ2957468

Gabriela Martinez, Eli Wolfhagen, Dentcheva, Darinka

Publication date: 26 January 2017

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/19d229cc8e450f1c409e5238a4165ff7dde57091

zbMATH Keywords

optimizationdualitystochastic orderriskincreasing convex ordermultivariate dominance relation

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

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Uses Software

• YALMIP

Cites Work

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